Hedging with Markov regime-switching method

ZHAO Hua, WANG Yi-ming, WANG Mi-quan

Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (7) : 1743-1752.

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Systems Engineering - Theory & Practice ›› 2013, Vol. 33 ›› Issue (7) : 1743-1752. DOI: 10.12011/1000-6788(2013)7-1743

Hedging with Markov regime-switching method

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2013, 33(7): 1743-1752 https://doi.org/10.12011/1000-6788(2013)7-1743

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